Epco Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.27% (+4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2006 | 11.66 | |
| 0.1454 | 18.48 | |
| 0.8449 | 169.06 | |
| -0.0261 | -2.11 |
Estimation Period:
Jul 12, 2002 to Feb 13, 2026
Jul 12, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities